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Direxion Auspice Broad Commodity Strategy ETF (COM)

NYSEArca - Nasdaq Real-time price. Currency in USD
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29.33+0.06 (+0.20%)
At close: 03:56PM EDT

Risk statistics

3 yearsCOMCategory average
5 yearsCOMCategory average
10 yearsCOMCategory average
Alpha
2.382.03
4.061.16
01.28
BETA
0.420.94
0.471
01.04
Mean annual return
0.630.82
0.750.77
00.06
R-squared
50.687.3
58.3386.55
087.9
Standard deviation
8.8915.18
9.7517.07
015.86
Sharpe ratio
0.490.44
0.690.42
0-0.05
Treynor ratio
10.26.44
14.176.04
0-1.99